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Livieri, Giulia, Lillo, Fabrizio, Marmi, Stefano, Solomko, Anton and Vaienti, Sandro (2023) Unimodal maps perturbed by heteroscedastic noise: an application to a financial systems. Journal of Statistical Physics, 190 (10). ISSN 0022-4715
Lillo, Fabrizio, Livieri, Giulia, Marmi, Stefano, Solomko, Anton and Vaienti, Sandro (2023) Analysis of bank leverage via dynamical systems and deep neural networks. SIAM Journal on Financial Mathematics, 14 (2). pp. 598-643. ISSN 1945-497X
Bottazzi, Giulio, Cordoni, Francesco, Livieri, Giulia and Marmi, Stefano (2023) Uncertainty in firm valuation and a cross-sectional misvaluation measure. Annals of Finance, 19 (1). 63 - 93. ISSN 1614-2446
Corsi, Fulvio, Hosni, Hykel and Marmi, Stefano (2013) Risk allocation: the double face of financial derivatives. . London School of Economics and Political Science.